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Corvus Pharmaceuticals, Inc. Common Stock CRVS

i

Market datapartial · fetched 2026-11-11T15:12:06.569Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:11:47.105728414Z

FundamentalsAlpha Vantage · unavailable

Share price$11.34
1D-2.5%
$11.29$11.40$11.51$11.62$11.735:30 AM6:30 AM9:00 AM1:00 PMCRVS
Sold putSold call

Corvus Pharmaceuticals, Inc. Common Stock options

Live interpolated CRVS call and put midpoint premiums by absolute delta.Corvus Pharmaceuticals, Inc. Common Stock$0.18$0.55$0.93$1.31$1.68$9.14$10.27$11.41$12.54$13.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CRVS spot · $11.34CRVS PRICE$0.88$1.08$1.28$1.35$1.42$1.50$1.57$0.22$0.31$0.39$0.48$0.55$0.57$0.59$0.60
Puts——
Calls——
Skew——
Implied moveBullish±$1.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.0699.3%13.3%
25Δ10.30100.0%11.8%
30Δ10.55100.6%10.4%
35Δ10.80101.3%9.0%
40Δ11.02100.5%7.7%
45Δ11.1393.0%6.9%
50Δ11.43126.4%8.6%11.2485.6%6.0%
55Δ11.22141.5%8.4%11.3578.1%5.2%
60Δ11.00156.1%8.2%
65Δ10.75143.6%6.7%
70Δ10.50131.0%5.2%
75Δ10.25118.5%3.6%
80Δ10.01106.0%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.06
IV
99.3%
B/E move
13.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.30
IV
100.0%
B/E move
11.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.55
IV
100.6%
B/E move
10.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.80
IV
101.3%
B/E move
9.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.02
IV
100.5%
B/E move
7.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.13
IV
93.0%
B/E move
6.9%

50Δ

Calls
Pseudo strike
11.43
IV
126.4%
B/E move
8.6%
Puts
Pseudo strike
11.24
IV
85.6%
B/E move
6.0%

55Δ

Calls
Pseudo strike
11.22
IV
141.5%
B/E move
8.4%
Puts
Pseudo strike
11.35
IV
78.1%
B/E move
5.2%

60Δ

Calls
Pseudo strike
11.00
IV
156.1%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.75
IV
143.6%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.50
IV
131.0%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.25
IV
118.5%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.01
IV
106.0%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend154.87%
Daily EOD
CRVS79.5%120.0%160.5%2026-10-19: 104.70%2026-10-20: 151.46%2026-10-21: 117.58%2026-10-22: 140.00%2026-10-23: 115.00%2026-10-26: 113.25%2026-10-27: 85.09%2026-10-28: 99.38%2026-10-29: 114.51%2026-10-30: 154.87%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
104.70%
151.46%
117.58%
140.00%
115.00%
113.25%
85.09%
99.38%
114.51%
154.87%